600015 华夏银行 — 追涨杀跌 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥76.3万
策略: 追涨杀跌
K线 & 交易信号（策略收益 -23.74%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 19 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-04-09 |
2015-05-06 |
13.978152188 |
15.1848 |
¥8.6万 |
+8.60% |
RSI走弱 |
| 2 |
2015-11-10 |
2015-11-30 |
11.524966453000001 |
10.81917 |
¥-6.6万 |
-6.15% |
RSI走弱 |
| 3 |
2016-08-16 |
2016-09-12 |
10.944212278999998 |
10.24974 |
¥-6.5万 |
-6.37% |
RSI走弱 |
| 4 |
2016-11-09 |
2016-12-16 |
10.773991227999998 |
11.04894 |
¥2.4万 |
+2.52% |
RSI走弱 |
| 5 |
2017-06-29 |
2017-06-30 |
9.362157804999999 |
9.260729999999999 |
¥-8,951 |
-1.11% |
RSI走弱 |
| 6 |
2018-01-22 |
2018-02-09 |
9.772690928 |
9.43056 |
¥-3.4万 |
-3.53% |
RSI走弱 |
| 7 |
2019-02-14 |
2019-03-26 |
7.810142339999999 |
8.20179 |
¥4.6万 |
+4.98% |
RSI走弱 |
| 8 |
2020-07-08 |
2020-07-16 |
6.918985073 |
6.5234700000000005 |
¥-5.6万 |
-5.74% |
RSI走弱 |
| 9 |
2020-12-02 |
2020-12-10 |
6.682004 |
6.35364 |
¥-4.6万 |
-4.94% |
RSI走弱 |
| 10 |
2021-02-08 |
2021-02-25 |
6.518464952999999 |
6.26373 |
¥-3.4万 |
-3.94% |
RSI走弱 |
| 11 |
2022-01-14 |
2022-01-26 |
5.7775027309999984 |
5.64435 |
¥-2.0万 |
-2.33% |
RSI走弱 |
| 12 |
2022-12-07 |
2022-12-21 |
5.3369305989999996 |
5.1748199999999995 |
¥-2.5万 |
-3.07% |
RSI走弱 |
| 13 |
2023-04-18 |
2023-05-25 |
5.5772426710000005 |
5.724270000000001 |
¥2.1万 |
+2.61% |
RSI走弱 |
| 14 |
2023-12-05 |
2023-12-11 |
5.90177 |
5.70429 |
¥-2.8万 |
-3.38% |
RSI走弱 |
| 15 |
2024-02-26 |
2024-05-08 |
6.508451949999999 |
6.6233699999999995 |
¥1.4万 |
+1.74% |
RSI走弱 |
| 16 |
2024-09-26 |
2024-10-31 |
6.928998075999999 |
7.03296 |
¥1.2万 |
+1.47% |
RSI走弱 |
| 17 |
2025-04-03 |
2025-04-08 |
7.9102723699999995 |
7.4325600000000005 |
¥-4.9万 |
-6.07% |
RSI走弱 |
| 18 |
2025-06-24 |
2025-07-23 |
8.340831499 |
8.15 |
¥-1.8万 |
-2.32% |
RSI走弱 |
| 19 |
2026-03-13 |
2026-04-20 |
7.039141108999999 |
7.13286 |
¥9,753 |
+1.30% |
RSI走弱 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
RSI强势追入 |
买入 |
13.97396 |
71300.0 |
¥99.7万 |
|
| 2015-05-06 |
RSI走弱 |
卖出 |
15.1848 |
71300.0 |
¥1.08M |
|
| 2015-11-10 |
RSI强势追入 |
买入 |
11.521510000000001 |
92800.0 |
¥1.07M |
|
| 2015-11-30 |
RSI走弱 |
卖出 |
10.81917 |
92800.0 |
¥1.00M |
|
| 2016-08-16 |
RSI强势追入 |
买入 |
10.940929999999998 |
93000.0 |
¥1.02M |
|
| 2016-09-12 |
RSI走弱 |
卖出 |
10.24974 |
93000.0 |
¥95.3万 |
|
| 2016-11-09 |
RSI强势追入 |
买入 |
10.77076 |
88300.0 |
¥95.1万 |
|
| 2016-12-16 |
RSI走弱 |
卖出 |
11.04894 |
88300.0 |
¥97.5万 |
|
| 2017-06-29 |
RSI强势追入 |
买入 |
9.35935 |
85900.0 |
¥80.4万 |
|
| 2017-06-30 |
RSI走弱 |
卖出 |
9.260729999999999 |
85900.0 |
¥79.5万 |
|
| 2018-01-22 |
RSI强势追入 |
买入 |
9.769759999999998 |
98300.0 |
¥96.1万 |
|
| 2018-02-09 |
RSI走弱 |
卖出 |
9.43056 |
98300.0 |
¥92.7万 |
|
| 2019-02-14 |
RSI强势追入 |
买入 |
7.8077999999999985 |
119100.0 |
¥93.0万 |
|
| 2019-03-26 |
RSI走弱 |
卖出 |
8.20179 |
119100.0 |
¥97.7万 |
|
| 2020-07-08 |
RSI强势追入 |
买入 |
6.91691 |
141100.0 |
¥97.6万 |
|
| 2020-07-16 |
RSI走弱 |
卖出 |
6.5234700000000005 |
141100.0 |
¥92.0万 |
|
| 2020-12-02 |
RSI强势追入 |
买入 |
6.68 |
138200.0 |
¥92.3万 |
|
| 2020-12-10 |
RSI走弱 |
卖出 |
6.35364 |
138200.0 |
¥87.8万 |
|
| 2021-02-08 |
RSI强势追入 |
买入 |
6.516509999999999 |
134200.0 |
¥87.5万 |
|
| 2021-02-25 |
RSI走弱 |
卖出 |
6.26373 |
134200.0 |
¥84.0万 |
|
| 2022-01-14 |
RSI强势追入 |
买入 |
5.775769999999999 |
145900.0 |
¥84.3万 |
|
| 2022-01-26 |
RSI走弱 |
卖出 |
5.64435 |
145900.0 |
¥82.3万 |
|
| 2022-12-07 |
RSI强势追入 |
买入 |
5.33533 |
154000.0 |
¥82.2万 |
|
| 2022-12-21 |
RSI走弱 |
卖出 |
5.1748199999999995 |
154000.0 |
¥79.7万 |
|
| 2023-04-18 |
RSI强势追入 |
买入 |
5.57557 |
143100.0 |
¥79.8万 |
|
| 2023-05-25 |
RSI走弱 |
卖出 |
5.724270000000001 |
143100.0 |
¥81.9万 |
|
| 2023-12-05 |
RSI强势追入 |
买入 |
5.9 |
139100.0 |
¥82.1万 |
|
| 2023-12-11 |
RSI走弱 |
卖出 |
5.70429 |
139100.0 |
¥79.3万 |
|
| 2024-02-26 |
RSI强势追入 |
买入 |
6.506499999999999 |
121400.0 |
¥79.0万 |
|
| 2024-05-08 |
RSI走弱 |
卖出 |
6.6233699999999995 |
121400.0 |
¥80.4万 |
|
| 2024-09-26 |
RSI强势追入 |
买入 |
6.926919999999999 |
115900.0 |
¥80.3万 |
|
| 2024-10-31 |
RSI走弱 |
卖出 |
7.03296 |
115900.0 |
¥81.5万 |
|
| 2025-04-03 |
RSI强势追入 |
买入 |
7.9079 |
103000.0 |
¥81.5万 |
|
| 2025-04-08 |
RSI走弱 |
卖出 |
7.4325600000000005 |
103000.0 |
¥76.5万 |
|
| 2025-06-24 |
RSI强势追入 |
买入 |
8.33833 |
92200.0 |
¥76.9万 |
|
| 2025-07-23 |
RSI走弱 |
卖出 |
8.15 |
92200.0 |
¥75.1万 |
|
| 2026-03-13 |
RSI强势追入 |
买入 |
7.03703 |
106500.0 |
¥75.0万 |
|
| 2026-04-20 |
RSI走弱 |
卖出 |
7.13286 |
106500.0 |
¥75.9万 |
|